Jiazi Chen

Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

A 307, Economics Building

Xiamen, Fujian 10246

China

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A Semiparametric Model for Bond Pricing with Life Cycle Fundamental

Number of pages: 42 Posted: 02 Mar 2021
Zongwu Cai, Jiazi Chen and Linlin Niu
University of Kansas - School of Business - Economics Area, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
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Abstract:

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Demographic distribution, Life cycle, Term structure models, Semiparametric model, Functional data analysis